Refer to the docx Assignment-4 Fin 455 Spring 2024 Due: March 26, 2024 1. You are given the following information: (use continuous compounding). Current stock price $100 Strike price $100 Annual Volatility (σ) 25% Annual Risk-Free rate 5% Time to maturity 3 months (0.25 years) Time step (Δt) 1 month (1/12 years) Up parameter (U) […]
Refer to the docx
Assignment-4
Fin 455
Spring 2024
Due: March 26,